FIRST AND 2ND-ORDER OPTIMALITY CONDITIONS FOR CONVEX COMPOSITE MNLTIOBJECTIVE OPTIMIZATION

Citation
Xq. Yang et V. Jeyakumar, FIRST AND 2ND-ORDER OPTIMALITY CONDITIONS FOR CONVEX COMPOSITE MNLTIOBJECTIVE OPTIMIZATION, Journal of optimization theory and applications, 95(1), 1997, pp. 209-224
Citations number
16
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
ISSN journal
00223239
Volume
95
Issue
1
Year of publication
1997
Pages
209 - 224
Database
ISI
SICI code
0022-3239(1997)95:1<209:FA2OCF>2.0.ZU;2-9
Abstract
Multiobjective optimization is a useful mathematical model in order to investigate real-world problems with conflicting objectives, arising from economics, engineering, and human decision making. In this paper, a convex composite multiobjective optimization problem, subject to a closed convex constraint set, is studied. New first-order optimality c onditions for a weakly efficient solution of the convex composite mult iobjective optimization problem are established via sacralization. The se conditions are then extended to derive second-order optimality cond itions.